CM-triviality and generic structures

 We show that any relational generic structure whose theory has finite closure and amalgamation over closed sets is stable CM-trivial with weak elimination of imaginaries. Received: 21 December 2001 / Published online: 5 November 2002 Mathematics Subject Classification (2000): 03C45 Key words or phrases: CM-triviality – Generic structures – Stability     

A representation of the Belavkin equation via Feynman path integrals

 The Belavkin equation, describing the continuous measurement of the position of a quantum particle, is studied. A rigorous representation of its solution by means of an infinite dimensional oscillatory integral (Feynman path integral) defined on the complex Cameron-Martin space is given. Received: 7 January 2002 / Revised version: 20 June 2002 / Published online: 19 December 2002 Mathematics Subject Classification (2000): 81, 81S40, 60H15 Key words or phrases: Belavkin equation – Continuous measurement – Quantum theory – Oscillatory integrals – Feynman path integrals     

Renormalization and homogenization of fractional diffusion equations with random data

 This paper presents a renormalization and homogenization theory for fractional-in-space or in-time diffusion equations with singular random initial conditions. The spectral representations for the solutions of these equations are provided. Gaussian and non-Gaussian limiting distributions of the renormalized solutions of these equations are then described in terms of multiple stochastic integral representations. Received: 30 May 2000 / Revised version: 9 November 2001 / Published online: 10 September 2002 Mathematics Subject Classification (2000): Primary 62M40, 62M15; Secondary 60H05, 60G60 Key words or phrases: Fractional diffusion equation – Scaling laws – Renormalised solution – Long-range dependence – Non-Gaussian scenario – Mittag-Leffler function – Stable distributions – Bessel potential – Riesz potential     

The stable forking conjecture and generic structures

 We prove that for any simple theory which is constructed via Fr?issé-Hrushovski method, if the forking independence is the same as the d-independence then the stable forking property holds. Received: 22 January 2001 / Published online: 19 December 2002 This article is part of the author's D-Phil thesis, written at the University of Oxford and supported by the Ministry of Higher Education of Iran. The author would like to thank the Institute for Studies in Theoretical Physics and Mathematics (IPM), Tehran, Iran, for its financial support whilst working on this article. Mathematics Subject Classification (2000): 03C45 Key words or phrases: Generic structures – Fr?issé-Hrushovski method – Predimension – Simple theories – Stable theories – Stable forking conjecture     

Contraction-free sequent calculi for geometric theories with an application to Barr's theorem

 Geometric theories are presented as contraction- and cut-free systems of sequent calculi with mathematical rules following a prescribed rule-scheme that extends the scheme given in Negri and von Plato (1998). Examples include cut-free calculi for Robinson arithmetic and real closed fields. As an immediate consequence of cut elimination, it is shown that if a geometric implication is classically derivable from a geometric theory then it is intuitionistically derivable. Received: 18 April 2001 / Published online: 10 October 2002 Mathematics Subject Classification (2000): 03F05, 18C10, 18B15 Key words or phrases: Cut elimination – Geometric theories – Barr's theorem     

A generalization of the Dual Ellentuck Theorem

 We prove versions of the Dual Ramsey Theorem and the Dual Ellentuck Theorem for families of partitions which are defined in terms of games. Received: 8 July 1999 Published online: 19 December 2002 RID="*" ID="*" The author wishes to thank the Swiss National Science Foundation for supporting him. The authors thank the referee for helpful comments. Mathematics Subject Classification (2000): 03E02, 05D10, 03E35 Key words or phrases: Dual Ramsey Theorem – Dual Ellentuck Theorem – Partitions – Games     

A linear integer programming bound for maximum-entropy sampling

 We introduce a new upper bound for the maximum-entropy sampling problem. Our bound is described as the solution of a linear integer program. The bound depends on a partition of the underlying set of random variables. For the case in which each block of the partition has bounded cardinality, we describe an efficient dynamic-programming algorithm to calculate the bound. For the very special case in which the blocks have no more than two elements, we describe an efficient algorithm for calculating the bound based on maximum-weight matching. This latter formulation has particular value for local-search procedures that seek to find a good partition. We relate our bound to recent bounds of Hoffman, Lee and Williams. Finally, we report on the results of some computational experiments. Received: September 27, 2000 / Accepted: July 26, 2001 Published online: September 5, 2002 Key words. experimental design – design of experiments – entropy – maximum-entropy sampling – matching – integer program – spectral bound – Fischer's inequality – branch-and-bound – dynamic programming Mathematics Subject Classification (2000): 52B12, 90C10 Send offprint requests to: Jon Lee Correspondence to: Jon Lee     

The representation of quadratic forms by almost universal forms of higher rank

 In this article, we prove that there are only finitely many positive definite integral quadratic forms of rank n+3(n≥2) that represent all positive definite integral quadratic forms of rank n but finitely many exceptions. Furthermore we determine all diagonal quadratic forms having such property and its exceptions remaining four as candidates. Received: 29 November 2000 ; in final form: 8 August 2002 / Published online: 1 April 2003 Mathematics Subject Classification (2000): 11E12, 11E20.     

A Gentzen-style axiomatization for basic predicate calculus

 We introduce a Gentzen-style sequent calculus axiomatization for Basic Predicate Calculus. Our new axiomatization is an improvement of the previous axiomatizations, in the sense that it has the subformula property. In this system the cut rule is eliminated. Received: 18 April 2000 / Published online: 2 September 2002 Mathematics Subject Classification (2000): Primary 03F05; Secondary 03F99, 03B60 Key words or phrases: Basic predicate calculus – Cut elimination – Sequent     

Backward SDEs and Cauchy problem for semilinear equations in divergence form

 We extend the definition of solutions of backward stochastic differential equations to the case where the driving process is a diffusion corresponding to symmetric uniformly elliptic divergence form operator. We show existence and uniqueness of solutions of such equations under natural assumptions on the data and show its connections with solutions of semilinear parabolic partial differential equations in Sobolev spaces. Received: 22 January 2002 / Revised version: 10 September 2002 / Published online: 19 December 2002 Research supported by KBN Grant 0253 P03 2000 19. Mathematics Subject Classification (2002): Primary 60H30; Secondary 35K55 Key words or phrases: Backward stochastic differential equation – Semilinear partial differential equation – Divergence form operator – Weak solution     

Hydrodynamic limit for ∇φ interface model on a wall

 We consider random evolution of an interface on a hard wall under periodic boundary conditions. The dynamics are governed by a system of stochastic differential equations of Skorohod type, which is Langevin equation associated with massless Hamiltonian added a strong repelling force for the interface to stay over the wall. We study its macroscopic behavior under a suitable large scale space-time limit and derive a nonlinear partial differential equation, which describes the mean curvature motion except for some anisotropy effects, with reflection at the wall. Such equation is characterized by an evolutionary variational inequality. Received: 10 January 2002 / Revised version: 18 August 2002 / Published online: 15 April 2003 Mathematics Subject Classification (2000): 60K35, 82C24, 35K55, 35K85 Key words or phrases: Hydrodynamic limit – Effective interfaces – Hard wall – Skorohod's stochastic differential equation – Evolutionary variational inequality     

Aspects of strong compactness, measurability, and indestructibility

 We prove three theorems concerning Laver indestructibility, strong compactness, and measurability. We then state some related open questions. Received: 11 December 1999 / Revised version: 17 September 2000 / Published online: 2 September 2002 Mathematics Subject classification (2000): 03E35, 03E55 Keywords or phrases: Measurable cardinal – Strongly compact cardinal – Supercompact cardinal – Indestructibility     

On the structure of rotation-invariant semigroups

 We generalize the notions of Girard algebras and MV-algebras by introducing rotation-invariant semigroups. Based on a geometrical characterization, we present five construction methods which result in rotation-invariant semigroups and in particular, Girard algebras and MV-algebras. We characterize divisibility of MV-algebras, and point out that integrality of Girard algebras follows from their other axioms. Received: 7 January 2002 / Revised version: 4 April 2002 / Published online: 19 December 2002 RID="*" ID="*" Supported by the National Scientific Research Fund Hungary (OTKA F/032782). Mathematics Subject Classification (2000): 20M14, 06F05 Key words or phrases: Residuated lattice – Conjunction for non-classical logics     

On the infinite divisibility of squared Gaussian processes

 We show that fractional Brownian motions with index in (0,1] satisfy a remarkable property: their squares are infinitely divisible. We also prove that a large class of Gaussian processes are sharing this property. This property then allows the construction of two-parameters families of processes having the additivity property of the squared Bessel processes. Received: 1 April 2002 / Revised version: 7 September 2002 / Published online: 19 December 2002 Mathematics Subject Classification (2000): 60E07, 60G15, 60J25, 60J55 Key words or phrases: Gaussian processes – Infinite divisibility – Markov processes     

A new correctness criterion for multiplicative non-commutative proof nets

 We introduce a new correctness criterion for multiplicative non commutative proof nets which can be considered as the non-commutative counterpart to the Danos-Regnier criterion for proof nets of linear logic. The main intuition relies on the fact that any switching for a proof net (obtained by mutilating one premise of each disjunction link) can be naturally viewed as a series-parallel order variety (a cyclic relation) on the conclusions of the proof net. Received: 8 November 2000 / Revised version: 21 June 2001 / Published online: 2 September 2002 Research supported by the EU TMR Research Programme ``Linear Logic and Theoretical Computer Science'. Mathematics Subject Classification (2000): 03F03, 03F07, 03F52, 03B70 Key words or phrases: Linear and non-commutative logic – Proof nets – Series-parallel orders and order varieties     

On the maximum feasible subsystem problem,IISs and IIS-hypergraphs

 We consider the Max FS problem: For a given infeasible linear system A x≤b, determine a feasible subsystem containing as many inequalities as possible. This problem, which is NP-hard and also difficult to approximate, has a number of interesting applications in a wide range of fields. In this paper we examine structural and algorithmic properties of Max FS and of Irreducible Infeasible Subsystems (IISs), which are intrinsically related since one must delete at least one constraint from each IIS to attain feasibility. First we provide a new simplex decomposition characterization of IISs and prove that finding a smallest cardinality IIS is very difficult to approximate. Then we discuss structural properties of IIS-hypergraphs, i.e., hypergraphs in which each edge corresponds to an IIS, and show that recognizing IIS-hypergraphs subsumes the Steinitz problem for polytopes and hence is NP-hard. Finally we investigate rank facets of the Feasible Subsystem polytope whose vertices are incidence vectors of feasible subsystems of a given infeasible system. In particular, using the IIS-hypergraph structural result, we show that only two very specific types of rank inequalities induced by generalized antiwebs (which generalize cliques, odd holes and antiholes to general independence systems) can arise as facets. Received: December 2000 / Accepted: November 2002 Published online: February 14, 2003 RID="⋆" ID="⋆" Part of this work was done while the first two authors were with the School of OR&IE, Cornell University, USA. A preliminary version appeared in the Proceedings of the 10th IPCO conference [7], held in Graz, Austria, June 1999. This work was supported by NSF grant DMS-9527124. Key words. infeasible linear systems – feasible subsystems – Irreducible Infeasible Subsystem (IIS) – IIS-hypergraphs – independence systems – feasible subsystem polytope – rank facets     

Two measures for proving Gentzen's Hauptsatz without mix

 This paper presents a cut-elimination procedure for classical and intuitionistic logic, in which cut is eliminated directly, without introducing the mix rule. The well-known problem of cut eliminations, when in the derivation the contractions of the cut-formulae are above the premisses of the cut, will be solved by new transformations of the derivation. Received: 1 June 2001 / Published online: 5 November 2002 Mathematics Subject Classification (2000): 03F05 Key words or phrases: Systems of sequents – Cut-elimination theorem     

Solving Problems with Semidefinite and Related Constraints Using Interior-Point Methods for Nonlinear Programming

 In this paper, we describe how to reformulate a problem that has second-order cone and/or semidefiniteness constraints in order to solve it using a general-purpose interior-point algorithm for nonlinear programming. The resulting problems are smooth and convex, and numerical results from the DIMACS Implementation Challenge problems and SDPLib are provided. Received: March 10, 2001 / Accepted: January 18, 2002 Published online: September 27, 2002 Key Words. semidefinite programming – second-order cone programming – interior-point methods – nonlinear programming Mathematics Subject Classification (2000): 20E28, 20G40, 20C20     

On the partition function of a directed polymer in a Gaussian random environment

 The purpose of this work is the study of the partition function of a -dimensional lattice directed polymer in a Gaussian random environment being the inverse of temperature). In the low-dimensional cases , we prove that for all , the renormalized partition function converges to 0 and the correlation of two independent configurations does not converge to 0. In the high dimensional case (), a lower tail of has been obtained for small . Furthermore, we express some thermodynamic quantities in terms of the path measure alone. Received: 8 June 2001 / Revised version: 8 February 2002 / Published online: 22 August 2002 Mathematics Subject Classification (2000): 60K37, 82D30 Key words or phrases: Directed polymer in random environment – Gaussian environment – partition function     

Maximum stable set formulations and heuristics based on continuous optimization

 The stability number α(G) for a given graph G is the size of a maximum stable set in G. The Lovász theta number provides an upper bound on α(G) and can be computed in polynomial time as the optimal value of the Lovász semidefinite program. In this paper, we show that restricting the matrix variable in the Lovász semidefinite program to be rank-one and rank-two, respectively, yields a pair of continuous, nonlinear optimization problems each having the global optimal value α(G). We propose heuristics for obtaining large stable sets in G based on these new formulations and present computational results indicating the effectiveness of the heuristics. Received: December 13, 2000 / Accepted: September 3, 2002 Published online: December 19, 2002 RID="★" ID="★" Computational results reported in this paper were obtained on an SGI Origin2000 computer at Rice University acquired in part with support from NSF Grant DMS-9872009. Key Words. maximum stable set – maximum clique – minimum vertex cover – semidefinite program – semidefinite relaxation – continuous optimization heuristics – nonlinear programming Mathematics Subject Classification (2000): 90C06, 90C27, 90C30